ETF Screener

Note: Non-subscribers are restricted to screening only the 100 largest ETFs.  Want to backtest the Screener?

The ETFreplay screener is a statistical model that ranks ETFs according to their Relative Strength.  The model has 3-factors: 2 timeframes for returns and 1 timeframe for volatility.  The time period and weight of each factor can be adjusted below.  Click 'Run Model' to update the screener.
  •  
  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
  • Through
  • Assets >=
Factor Weights
ETF Screener factor weights chart
ETFs: 100(Assets >= Largest 100)
first previous next last
Page Size:

Symbol ETF ReturnA ReturnB Volatility Rank
GLD SPDR Gold Shares +19.8% +6.9% 12.0 % 1
IAU iShares COMEX Gold Trust +19.8% +6.9% 12.1 % 2
TLT iShares Barclays Long-Term Treasury +5.2% +1.2% 11.1 % 3
IEF iShares Barclays 7-10 Yr Treasury +3.9% +1.1% 5.6 % 4
VGIT Vanguard Interm-Term Gov't Bond (5-6yr) +3.1% +0.9% 4.0 % 5
BIV Vanguard Barclays Govt-Credit Mix +3.3% +0.8% 4.4 % 6
XLE U.S. Energy Sector SPDR +12.2% +10.7% 15.8 % 7
DVY iShares DJ Select Dividend Index +3.8% +1.6% 13.2 % 8
GOVT iShares Barclays US Treasury (5-6yr) +3.0% +0.8% 4.3 % 9
USMV iShares MSCI USA Minimum Volatility Index +6.1% +0.4% 11.7 % 10
MBB iShares Barclays MBS Bond Fund (2yr) +3.1% +0.8% 4.8 % 11
EFV iShares MSCI EAFE Value Index +12.8% -0.4% 13.1 % 12
BND Vanguard Total Bond Market +2.8% +0.7% 4.3 % 13
AGG iShares Core Total US Bond +2.9% +0.6% 4.4 % 14
IUSB iShares Core Total USD Bond Market +2.8% +0.6% 3.9 % 15
VMBS Vanguard Mortgage-Backed Bonds +2.9% +0.6% 5.0 % 16
VCIT Vanguard Interm Corp Bond (6-7yr) +2.8% +0.6% 4.2 % 17
VCSH Vanguard Short-Term Inv Grd Bond (2-3yr) +2.0% +0.5% 1.8 % 18
IGSB iShares Barclays 1-3 Year Credit (2yr) +2.1% +0.5% 1.8 % 19
BSV Vanguard Short-Term Bond +2.0% +0.6% 2.1 % 20
VGSH Vanguard Short-Term Gov't Bond (2yr) +1.6% +0.4% 1.5 % 21
SHY iShares 1-3 Year Treasury Bond ETF +1.6% +0.4% 1.4 % 22
LQD iShares iBoxx Invest Grade Bond +2.8% +0.5% 5.5 % 23
SGOV iShares 0-3 Month Treasury Bond ETF +1.1% +0.3% 0.2 % 24
JPST JPMorgan Ultra-Short Income ETF +1.3% +0.3% 0.6 % 25
SDY SPDR S&P U.S. Dividend Aristocrats +4.0% +0.3% 14.5 % 26
BIL SPDR 1-3 Month T-Bill ETF (0.2yr) +1.1% +0.3% 0.2 % 27
BNDX Vanguard Total International Bond +0.1% +0.7% 2.7 % 28
VTV Vanguard U.S. LargeCap Value +3.2% +0.0% 14.0 % 29
SCHD Schwab U.S. Dow Jones Dividend 100 +3.3% +0.2% 15.2 % 30
VXUS Vanguard MSCI All Country Ex-US Int'l +6.1% -1.9% 14.7 % 31
VEU Vanguard FTSE All-World ex-US +6.6% -2.0% 14.8 % 32
XLF U.S. Financial Sector SPDR +4.3% +0.3% 18.8 % 33
IXUS iShares Core MSCI Total Int'l Stock +6.2% -1.9% 15.1 % 34
IWD iShares Russell 1000 Value +2.9% -0.2% 14.9 % 35
SCHF Schwab FTSE Developed Market Int'l Equity +7.6% -2.3% 15.1 % 36
IEFA iShares Core MSCI EAFE +8.1% -2.7% 15.0 % 37
VYM Vanguard High Dividend Yield Index +2.3% -0.4% 14.3 % 38
VWO Vanguard FTSE Emerging Markets +3.1% -1.1% 14.7 % 39
EFA iShares MSCI EAFE +8.5% -2.8% 15.4 % 40
VEA Vanguard FTSE Developed Ex North America +7.5% -2.2% 15.6 % 41
SPDW SPDR Portfolio Dev World Ex-US ETF +7.3% -2.2% 15.5 % 42
XLV U.S. Health Care Sector SPDR +5.5% -3.2% 13.0 % 43
IEMG iShares Core MSCI Emerging Markets +3.7% -1.3% 15.4 % 44
DGRO iShares Core Dividend Growth ETF +1.7% -1.2% 14.0 % 45
VTEB Vanguard Tax Exempt Bond ETF -0.4% -1.1% 4.1 % 46
MUB iShares S&P National Muni Bond (2-3yr) -0.4% -1.2% 3.9 % 47
IVE iShares S&P 500 Value Index Fund +0.7% -0.9% 14.3 % 48
VNQ Vanguard MSCI U.S. REIT +4.3% -2.3% 18.7 % 49
SPYV SPDR Portfolio S&P 500 Value +0.7% -0.9% 14.3 % 50
IUSV iShares Core U.S. Value +0.6% -0.8% 14.4 % 51
JEPI JPMorgan Equity Premium Income +0.8% -1.9% 13.0 % 52
XLI U.S. Industrials Sector SPDR +1.2% -0.3% 18.7 % 53
RSP S&P 500 Equal Weight +0.4% -0.7% 16.3 % 54
COWZ Pacer US Cash Cows 100 ETF -1.8% -0.6% 16.7 % 55
VIG Vanguard Dividend Appreciation +0.0% -2.1% 15.2 % 56
VO Vanguard CRSP U.S. Mid Cap -0.4% -1.0% 18.8 % 57
DIA SPDR Dow Jones Industrial Average -0.5% -1.8% 16.2 % 58
VBR Vanguard U.S. SmallCap Value -3.4% -0.5% 19.5 % 59
VT Vanguard FTSE Global All Cap -0.3% -2.5% 17.8 % 60
IWR iShares Russell Midcap Index Fund -1.9% -1.2% 21.1 % 61
DFAC Dimensional US Core Equity 2 ETF -3.4% -2.1% 19.1 % 62
IJH iShares Core S&P MidCap 400 Index -3.9% -0.9% 21.4 % 63
MDY S&P MidCap 400 SPDRs -3.9% -0.9% 21.4 % 64
SPLG SPDR Portfolio Large Cap -3.7% -2.9% 19.6 % 65
IVV iShares Core S&P 500 ETF -3.7% -2.9% 19.7 % 66
SPY S&P 500 Index -3.7% -2.9% 19.9 % 67
QUAL iShares MSCI USA Quality Factor ETF -3.3% -3.6% 19.0 % 68
VOO Vanguard S&P 500 -3.7% -2.9% 19.7 % 69
SCHX Schwab Dow Jones U.S. Large-Cap (SNXFX) -3.8% -2.9% 20.3 % 70
IWB iShares Russell 1000 Index Fund -3.8% -2.9% 20.5 % 71
XLC U.S. Communication Services Sector SPDR +0.0% -4.3% 22.3 % 72
IJR iShares Core S&P SmallCap 600 Index -7.2% -1.8% 21.5 % 73
VB Vanguard U.S. Small Cap -5.5% -1.9% 22.9 % 74
VTI Vanguard Total U.S. Stock Market -4.1% -2.9% 20.3 % 75
VV Vanguard MSCI U.S. Large Cap -3.8% -3.0% 20.7 % 76
SCHB Schwab Dow Jones U.S. Broad Market -4.2% -3.0% 20.0 % 77
ITOT iShares Core S&P Total US Market -4.1% -3.0% 20.6 % 78
IWM iShares Russell 2000 Index Fund -8.0% -2.6% 22.1 % 79
VXF Vanguard Extended Market ETF -7.0% -3.4% 27.2 % 80
JEPQ JPMorgan NASDAQ Equity Premium -6.1% -4.4% 23.8 % 81
IUSG iShares Core U.S. Growth -7.6% -4.3% 27.1 % 82
QQQM Invesco NASDAQ 100 ETF (Mini) -7.5% -5.0% 26.5 % 83
QQQ Nasdaq-100 ETF -7.5% -5.0% 26.9 % 84
VBK Vanguard U.S. Small Cap Growth -8.2% -3.5% 27.4 % 85
IVW iShares S&P 500 Growth Index Fund -7.8% -4.7% 27.7 % 86
SPYG SPDR Portfolio S&P 500 Growth -7.8% -4.7% 27.8 % 87
IBIT iShares Bitcoin Trust ETF -7.7% -3.9% 57.7 % 88
FBTC Fidelity Wise Origin Bitcoin -7.8% -4.0% 57.3 % 89
GBTC Grayscale Bitcoin Trust ETF -8.0% -4.0% 57.6 % 90
XLY U.S. Consumer Discret Sector SPDR -9.8% -3.6% 30.1 % 91
VONG Vanguard Russell 1000 Growth ETF -9.3% -5.3% 27.8 % 92
SCHG Schwab Dow Jones U.S. LgCap Growth (SWLGX) -9.4% -5.0% 28.4 % 93
VUG Vanguard U.S. LargeCap Growth (VIGRX) -8.8% -5.4% 28.5 % 94
IWF iShares Russell 1000 Growth -9.4% -5.4% 27.9 % 95
MGK Vanguard MSCI Mega Cap 300 Growth -9.4% -5.7% 28.3 % 96
XLK U.S. Technology Sector SPDR -10.5% -5.3% 29.0 % 97
VGT Vanguard MSCI U.S. Technology -12.0% -5.9% 29.9 % 98
IYW iShares DJ U.S. Technology Sector -11.2% -6.1% 31.3 % 99
SMH Market Vectors Semiconductor ETF -12.5% -6.7% 35.9 % 100
through: Apr 02, 2025
Categories

U.S. Equity
International Equity
Emerging Markets Equity
Commodities
U.S. Treasury Bonds / TIPS
Corporate / Credit Bonds
REITs, Preferreds etc
Currencies
Leveraged / Inverse
Other (Incl. Illiquid)
Notes:

For detailed information on how the ETF screener calculates relative strength see how the screener works

All returns are Total Return, which includes the receipt and reinvestment of any dividends and distributions

Volatility is the annualized standard deviation of daily returns

The full universe of Exchange Traded Funds from which the screener draws will grow over time as new ETFs pass the minimum lookback period required to qualify for the model

Assets data as of: Jan 15, 2025
Company
Resources
ETFreplay.com, Inc. Copyright © 2010 - 2025